EVH was out in NYC last night ... cradling his poochie Kody on the way from his hotel to a waiting tour bus. The footage shocked some of the people in our newsroom who expected the rocker to own something a little less ...um ... Paris Hiltony.

But sources close to the dog tell TMZ ... Eddie has a strong bond with Kody ... and takes great care of his pet ... walking him, feeding and loving him every day.

Still, we're told Eddie has one rule -- he won't pick up the dog crap. He is a rock n' roll god after all.